+66.8%
ICE vs EMR
+106.0%
-39.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +3.2% | +0.7% | +2.5% | +3.0% |
| 30D | +12.9% | +3.5% | +9.4% | +12.3% |
| 3M | +17.5% | +5.9% | +11.6% | +16.4% |
| 6M | +14.0% | +19.4% | -5.5% | +10.5% |
| YTD | +10.0% | +27.7% | -17.7% | +4.8% |
| 1Y | +19.5% | +30.9% | -11.4% | +13.3% |
| 3Y | +66.8% | +104.2% | -37.4% | +40.8% |
| All | +66.8% | +106.0% | -39.2% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling